NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5.357 5.605 0.248 4.6% 4.834
High 5.615 5.690 0.075 1.3% 5.460
Low 5.337 5.394 0.057 1.1% 4.834
Close 5.596 5.401 -0.195 -3.5% 5.128
Range 0.278 0.296 0.018 6.5% 0.626
ATR 0.194 0.202 0.007 3.7% 0.000
Volume 4,170 5,050 880 21.1% 9,756
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.383 6.188 5.564
R3 6.087 5.892 5.482
R2 5.791 5.791 5.455
R1 5.596 5.596 5.428 5.546
PP 5.495 5.495 5.495 5.470
S1 5.300 5.300 5.374 5.250
S2 5.199 5.199 5.347
S3 4.903 5.004 5.320
S4 4.607 4.708 5.238
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.019 6.699 5.472
R3 6.393 6.073 5.300
R2 5.767 5.767 5.243
R1 5.447 5.447 5.185 5.607
PP 5.141 5.141 5.141 5.221
S1 4.821 4.821 5.071 4.981
S2 4.515 4.515 5.013
S3 3.889 4.195 4.956
S4 3.263 3.569 4.784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.690 5.105 0.585 10.8% 0.281 5.2% 51% True False 3,602
10 5.690 4.730 0.960 17.8% 0.251 4.6% 70% True False 3,015
20 5.690 4.730 0.960 17.8% 0.181 3.4% 70% True False 2,657
40 6.124 4.730 1.394 25.8% 0.160 3.0% 48% False False 2,130
60 6.124 4.730 1.394 25.8% 0.145 2.7% 48% False False 1,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.948
2.618 6.465
1.618 6.169
1.000 5.986
0.618 5.873
HIGH 5.690
0.618 5.577
0.500 5.542
0.382 5.507
LOW 5.394
0.618 5.211
1.000 5.098
1.618 4.915
2.618 4.619
4.250 4.136
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5.542 5.474
PP 5.495 5.450
S1 5.448 5.425

These figures are updated between 7pm and 10pm EST after a trading day.

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